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IVLU vs. EMLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVLU vs. EMLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI International Value Factor ETF (IVLU) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVLU achieves a 12.96% return, which is significantly higher than EMLC's 1.40% return. Over the past 10 years, IVLU has outperformed EMLC with an annualized return of 11.63%, while EMLC has yielded a comparatively lower 2.28% annualized return.


IVLU

1D
0.56%
1M
2.48%
YTD
12.96%
6M
14.33%
1Y
35.32%
3Y*
23.53%
5Y*
14.06%
10Y*
11.63%

EMLC

1D
0.28%
1M
1.78%
YTD
1.40%
6M
2.50%
1Y
9.22%
3Y*
6.63%
5Y*
1.36%
10Y*
2.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVLU vs. EMLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVLU
iShares MSCI International Value Factor ETF
12.96%46.09%6.76%20.07%-5.73%15.60%-4.50%15.60%-15.10%23.10%
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
1.40%18.81%-2.97%11.18%-10.58%-9.72%3.08%9.79%-7.57%13.84%

Correlation

The correlation between IVLU and EMLC is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (10Y)
Calculated over the trailing 10-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2015

0.54

The correlation between IVLU and EMLC shifts across timeframes, from 0.54 (all time) to 0.72 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IVLU vs. EMLC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IVLU
IVLU Risk / Return Rank: 7373
Overall Rank
IVLU Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IVLU Sortino Ratio Rank: 7777
Sortino Ratio Rank
IVLU Omega Ratio Rank: 7676
Omega Ratio Rank
IVLU Calmar Ratio Rank: 6767
Calmar Ratio Rank
IVLU Martin Ratio Rank: 6969
Martin Ratio Rank

EMLC
EMLC Risk / Return Rank: 3737
Overall Rank
EMLC Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EMLC Sortino Ratio Rank: 3838
Sortino Ratio Rank
EMLC Omega Ratio Rank: 4242
Omega Ratio Rank
EMLC Calmar Ratio Rank: 3232
Calmar Ratio Rank
EMLC Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IVLU vs. EMLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI International Value Factor ETF (IVLU) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IVLUEMLCDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.39

1.24

+0.14

Calmar ratioReturn relative to maximum drawdown

2.90

1.42

+1.48

Martin ratioReturn relative to average drawdown

11.01

4.75

+6.26

IVLU vs. EMLC - Sharpe Ratio Comparison

The current IVLU Sharpe Ratio is 2.17, which is higher than the EMLC Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of IVLU and EMLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IVLU vs. EMLC - Drawdown Comparison

The maximum IVLU drawdown since its inception was -41.85%, which is greater than EMLC's maximum drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for IVLU and EMLC.


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Drawdown Indicators


IVLUEMLCDifference

Max Drawdown

Largest peak-to-trough decline

-41.85%

-32.43%

-9.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

-6.19%

-5.50%

Max Drawdown (3Y)

Largest decline over 3 years

-15.48%

-9.15%

-6.33%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-23.91%

-2.13%

Max Drawdown (10Y)

Largest decline over 10 years

-41.85%

-26.47%

-15.38%

Current Drawdown

Current decline from peak

-0.53%

-3.83%

+3.30%

Average Drawdown

Average peak-to-trough decline

-8.57%

-14.35%

+5.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

1.86%

+1.23%

Volatility

IVLU vs. EMLC - Volatility Comparison

iShares MSCI International Value Factor ETF (IVLU) has a higher volatility of 5.44% compared to VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) at 2.44%. This indicates that IVLU's price experiences larger fluctuations and is considered to be riskier than EMLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVLUEMLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

2.44%

+3.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.85%

6.17%

+6.68%

Volatility (1Y)

Calculated over the trailing 1-year period

15.65%

7.06%

+8.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.58%

9.14%

+7.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.66%

10.04%

+7.62%

IVLU vs. EMLC - Expense Ratio Comparison

Both IVLU and EMLC have an expense ratio of 0.30%.


Dividends

IVLU vs. EMLC - Dividend Comparison

IVLU's dividend yield for the trailing twelve months is around 3.28%, less than EMLC's 6.16% yield.


PositionTTM20252024202320222021202020192018201720162015
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
6.16%5.91%6.55%5.97%5.54%5.25%4.90%6.25%6.50%5.34%5.32%6.25%
IVLU
iShares MSCI International Value Factor ETF
3.28%3.71%4.46%4.69%3.59%3.47%2.05%3.53%2.82%2.87%2.53%0.93%

Frequently Asked Questions


IVLU and EMLC have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVLU has higher volatility (5.44%) compared to EMLC (2.44%). In terms of maximum drawdown, IVLU dropped -41.85% vs EMLC's -32.43%.

On 10-year performance, IVLU leads with 11.63% vs 2.28% for EMLC. Both ETFs have the same 0.30% expense ratio. On volatility, EMLC has been the lower-risk option at 2.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IVLU has performed better with a 11.63% return vs 2.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVLU and EMLC have the same expense ratio: 0.30% per year.

EMLC has the higher dividend yield at 6.16%, compared with 3.28% for IVLU.

IVLU is categorized as Foreign Large Cap Equities, while EMLC is Emerging Markets Bonds. IVLU tracks MSCI World ex USA Enhanced Value Index, while EMLC tracks J.P. Morgan Government Bond Index Emerging Markets Global Core Index. They also come from different issuers: iShares and VanEck.

IVLU currently has the higher Sharpe Ratio (2.17 vs 1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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